+156.4%
SOXL vs AXP
+117.6%
+38.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.2% | +13.7% | +14.5% |
| 7D | -40.3% | +0.6% | -40.9% | -40.5% |
| 30D | -71.1% | +5.8% | -76.9% | -73.6% |
| 3M | -65.2% | -6.0% | -59.2% | -62.0% |
| 6M | -72.3% | +0.3% | -72.6% | -73.9% |
| YTD | +9.4% | -12.3% | +21.7% | +28.7% |
| 1Y | +7.0% | -11.2% | +18.2% | +23.1% |
| 3Y | +156.4% | +117.0% | +39.4% | -18.4% |
| All | +156.4% | +117.6% | +38.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling